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91.
E. Ayuga T llez A.J. Martí n Fern ndez C. Gonz lez Garcí a E. Martí nez Falero 《Journal of applied statistics》2006,33(8):819-836
The aim of this paper is to describe a simulation procedure to compare parametric regression against a non-parametric regression method, for different functions and sets of information. The proposed methodology improves lack of fit at the edges of the regression curves, and an acceptable result is obtained for the no-parametric estimation in all studied cases. Larger differences appear at the edges of the estimation. The results are applied to the study of dasometric variables, which do not fulfil the normality hypothesis needed for parametric estimation. The kernel regression shows the relationship between the studied variables, which would not be detected with more rigid parametric models. 相似文献
92.
Saralees Nadarjah 《Allgemeines Statistisches Archiv》2006,90(3):403-418
Summary The exact distributions of the productXY are derived whenX andY are independent random variables and come from the extreme value distribution of Type I, the extreme value distribution of
Type II or the extreme value distribution of Type III. Of the, six possible combinations, only three yield closed-form expressions
for the distribution ofXY. A detailed application of the results is provided to drought data from Nebraska.
The author would like to thank the referees and the Associate Editor for carefully reading the paper and for their great help
in improving the paper. 相似文献
93.
94.
Stein's method is used to prove the Lindeberg-Feller theorem and a generalization of the Berry-Esséen theorem. The arguments involve only manipulation of probability inequalities, and form an attractive alternative to the less direct Fourier-analytic methods which are traditionally employed. 相似文献
95.
叶航伟 《电子科技大学学报(社会科学版)》1987,(4)
本文采用状态变量法来综合有源滤波器,它模拟标准二阶传输函数构成二阶带通状态变量滤波器,用这种滤波器作为基本节电路,构成四阶带通、参差调谐四阶带通和参差调谐六阶带通滤波器。研究构成高阶带通滤波器的几种新颖方法。这类带通滤波器时于低频、基低频、高 Q 值和良好的矩形因数等场合是很有用的。 相似文献
96.
An auxiliary variable method based on a slice sampler is shown to provide an attractive simulation-based model fitting strategy for fitting Bayesian models under proper priors. Though broadly applicable, we illustrate in the context of fitting spatial models for geo-referenced or point source data. Spatial modeling within a Bayesian framework offers inferential advantages and the slice sampler provides an algorithm which is essentially off the shelf. Further potential advantages over importance sampling approaches and Metropolis approaches are noted and illustrative examples are supplied. 相似文献
97.
Ivan A. Canay Andres Santos Azeem M. Shaikh 《Econometrica : journal of the Econometric Society》2013,81(6):2535-2559
This paper examines three distinct hypothesis testing problems that arise in the context of identification of some nonparametric models with endogeneity. The first hypothesis testing problem we study concerns testing necessary conditions for identification in some nonparametric models with endogeneity involving mean independence restrictions. These conditions are typically referred to as completeness conditions. The second and third hypothesis testing problems we examine concern testing for identification directly in some nonparametric models with endogeneity involving quantile independence restrictions. For each of these hypothesis testing problems, we provide conditions under which any test will have power no greater than size against any alternative. In this sense, we conclude that no nontrivial tests for these hypothesis testing problems exist. 相似文献
98.
In this article, we consider the problem of best linear unbiased estimation and best linear invariant estimation of the common scale parameter of several distributions using spacing of the pooled sample of all observations of individual samples. We derived conditions for the non negativity of the scale estimator obtained by the above methods. Further, we obtained necessary and sufficient conditions for the derived estimators to be constant multiples of the pooled sample range. 相似文献
99.
In this work we investigate nonnested tests for two competing univariate dynamic linear models with autoregressive disturbances, where the motivation for instrumental variable estimation is mainly due to the recognized presence of current endogenous variables in the regression function, either in one or both models. As the previous transformation of both models yields regression functions which are nonlinear in the parameters, the attractive Gauss-Newton regression (GNR) approach, firstly advocated by Davidson and Mackinnon (1981), will be used to obtain the results. 相似文献
100.
The Akaike Information Criterion (AIC) is developed for selecting the variables of the nested error regression model where an unobservable random effect is present. Using the idea of decomposing the likelihood into two parts of “within” and “between” analysis of variance, we derive the AIC when the number of groups is large and the ratio of the variances of the random effects and the random errors is an unknown parameter. The proposed AIC is compared, using simulation, with Mallows' C p , Akaike's AIC, and Sugiura's exact AIC. Based on the rates of selecting the true model, it is shown that the proposed AIC performs better. 相似文献